Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives

Metrika

Volumn 60, Issue 3, 2004, Pages 229-249

  Steland, Ansgar ^a  

^a RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Control chart; Finance; Microarrays; Sequential test; Smoothing; Statistical genetics

Indexed keywords

EID: 10044239633     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840300306     Document Type: Article

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